DZ Bank Call 40 EBO 20.06.2025
/ DE000DJ4FP44
DZ Bank Call 40 EBO 20.06.2025/ DE000DJ4FP44 /
| 7/12/2024 8:10:17 AM |
Chg.+0.040 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+4.65% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
40.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ4FP4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/26/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.65 |
| Time value: |
0.29 |
| Break-even: |
49.40 |
| Moneyness: |
1.16 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
6.82% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
3.96 |
| Rho: |
0.26 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.10% |
| 1 Month |
|
|
+15.38% |
| 3 Months |
|
|
+73.08% |
| YTD |
|
|
+210.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.810 |
| 1M High / 1M Low: |
0.910 |
0.600 |
| 6M High / 6M Low: |
0.910 |
0.260 |
| High (YTD): |
7/5/2024 |
0.910 |
| Low (YTD): |
3/6/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.772 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.563 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.75% |
| Volatility 6M: |
|
110.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
